RQ1-1: Correlation Analysis with Stock, World, Commodity Indices

Load Datasets

suppressMessages(library(data.table))
suppressMessages(library(readxl))
suppressMessages(library(dplyr))
suppressMessages(library(stringr))
suppressMessages(library(ggplot2))
suppressMessages(library(ggcorrplot))
suppressMessages(library(tidyr))
suppressMessages(library(rstatix))

set.seed(7)
theme_set(theme_bw())
theme_settings <- theme(
  axis.title.x = element_text(angle = 0, color = "black"), 
  axis.title.y = element_text(angle = 90, color = "black"),
  axis.text.x = element_text(angle = 90, vjust = 0.5, hjust=1, size = 10),
  axis.text.y = element_text(size = 10),
  plot.title = element_text(hjust = 0.5),
)

# Metadata
coin_features <- fread("datasets/coin_features.csv") %>% as.data.frame()
ticker_info <- fread("datasets/ticker_info.csv") %>% as.data.frame()

Pre-COVID19

# Visualization
for (aspect in c("prices", "changes", "returns")) {
  for (factor in c("tech", "indices")) { # , "sp500"
    melt.data <- get(paste(aspect, factor, "melt", sep = "."))
    ts.chart <- ggplot(data = melt.data, aes(x = Date, y = Values, color = Ticker)) +
      ggtitle(paste("Movement of", aspect)) +
      geom_line() + 
      scale_y_continuous(trans = "log2") +
      theme(legend.position = "bottom")
    cor.chart <- get(paste(aspect, factor, "corplot", sep = "."))
    print(ts.chart)
    print(cor.chart)
  }
}

Warning in self$trans$transform(x) : NaNs produced
Warning: Transformation introduced infinite values in continuous y-axis
Warning: Removed 1961 row(s) containing missing values (geom_path).
Warning in self$trans$transform(x) : NaNs produced
Warning: Transformation introduced infinite values in continuous y-axis
Warning: Removed 2218 row(s) containing missing values (geom_path).
Warning in self$trans$transform(x) : NaNs produced
Warning: Transformation introduced infinite values in continuous y-axis
Warning: Removed 1961 row(s) containing missing values (geom_path).
Warning in self$trans$transform(x) : NaNs produced
Warning: Transformation introduced infinite values in continuous y-axis
Warning: Removed 2218 row(s) containing missing values (geom_path).

Peri-COVID19

Post-COVID19